-3.6%
COR vs VFC
+41.4%
-45.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | +2.4% | +3.5% | -1.1% | +2.4% |
| 30D | +7.7% | +38.3% | -30.6% | +8.4% |
| 3M | +7.5% | +40.2% | -32.7% | +8.3% |
| 6M | +34.1% | +10.6% | +23.5% | +33.3% |
| YTD | +3.9% | +16.7% | -12.9% | +2.6% |
| 1Y | -3.6% | +45.0% | -48.6% | -4.4% |
| All | -3.6% | +41.4% | -45.1% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling